Quantitative Momentum Strategies by Dr Ernie Chan

Quantitative Momentum Strategies by Dr Ernie Chan LIVE Maximum number of attendees: 6. Total hours: 12. Fee: $1,890. Dates and times: December 2, 3, 4, 5:30-9:30 pm ET. SOLD OUT! This is an online workshop conducted in real-time through Adobe Connect conducted by Ernest Chan (www.epchan.com). The workshop focuses on the theories and practical implementation […]

Backtesting by Dr Ernie Chan

Backtesting by Dr Ernie Chan Backtesting is the process of feeding historical data to an automated trading strategy and see how it would have performed. We will study various common backtest performance metrics. Backtest performance can easily be made unrealistic and un-predictive of future returns due to a long list of pitfalls, which will be […]